BEIJING (AP) Chasing history is rarely easy. Sheila Taormina is proof of that.

The 39-year-old's path to becoming the first woman in Olympic history to compete in three sports was paved with hardships that brought her to the brink of emotional and financial ruin. Add to that the physical stress of taking up the pentathlon, one of Olympics' most challenging sports, and it's a wonder she's here at all.

"I've often looked back and wondered if it is worth it," the American said. "I just constantly felt pressure and stress. A lot of nights I would just go home and cry."

She's left those tears in the past as she prepares for the modern pentathlon after winning a gold medal in relay swimming in 1996 and competing in the triathlon in 2000 and 2004.

When she took up the pentathlon in 2005, she couldn't secure funding for her training. She looked for sponsors, but they didn't want to take a chance on an athlete who hadn't even tried three of the five sports in the pentathlon.

After about nine months, most of the money she'd made in triathlon was gone and she was months away from defaulting on her home loan. That financial pressure, the rigors of training and a scary situation with a stalker pushed her into a depression.

When she was forced to sell her home and move to the United States Olympic training center in Colorado Springs, Colo., she felt even worse.

"I'm a grown-up and I'm walking through the cafeteria with my tray in my hands," she said. "I'm trying to make Olympic history and I'm embarrassed about my lifestyle."

Talking to people, both friends and professionals, about her problems made it better. It didn't hurt that she was slowly getting the hang of the fencing, shooting and riding parts of the pentathlon. A major achievement, considering she'd never even tried that trio before deciding the pentathlon would be her third Olympic sport.

She's considered one of the strongest swimmers and runners in the event.

"It was so bad in the beginning," she said. "I would put both hands on the sword while fencing. I'd never held a gun in my life and I didn't even know what horses ate. It was a whole new world."

As difficult as the training was, she enjoyed it more than cross-country skiing. That was the sport she first hoped she could add to her Olympic resume. She bought all the equipment and got a coach, but soon the solidarity of training drove her away.

"I was falling on my face all the time," she said. "I was skiing alone. There were times I'd see tracks and I think I was going to be eaten by a bear. I decided this isn't going to work out."

That's when she discovered pentathlon. Coach Janusz Peciak said it's difficult to pick favorites for this event but Taormina's strength in running and swimming should give her a good start.

"This is a sport of mistakes," Peciak said. "If you don't make a mistake things are good. But it's an unpredictable sport, so who knows."

Regardless of the outcome of Friday's event, Taormina said she's retiring for good. She retired one other time, but was lured out for her shot at history.

"This is it," she said. "I'll have no problems retiring. There's more to life than sports and gold medals."